+4,094.3%
COST vs FLR
+609.6%
+3,484.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -3.2% | +0.7% | -3.8% | -3.3% |
| 30D | -4.0% | -0.7% | -3.3% | -4.0% |
| 3M | -6.5% | +14.3% | -20.8% | -8.8% |
| 6M | -8.5% | +25.6% | -34.1% | -12.5% |
| YTD | +6.0% | +42.9% | -36.9% | -0.6% |
| 1Y | -5.8% | +38.7% | -44.5% | -11.7% |
| 3Y | +71.8% | +61.8% | +10.1% | +52.4% |
| 5Y | +106.2% | +254.1% | -147.9% | +58.9% |
| 10Y | +602.0% | +20.0% | +582.0% | +478.8% |
| All | +4,094.3% | +609.6% | +3,484.7% | +1,642.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling